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A generalized homogeneous and self-dual algorithm for linear programming

✍ Scribed by Xiaojie Xu; Yinyu Ye


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
410 KB
Volume
17
Category
Article
ISSN
0167-6377

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A steepest edge active set algorithm for
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A steepest edge active set algorithm is described which is suitable for solving linear programming problems where the constraint matrix is sparse and has more rows than columns. The algorithm uses a steepest edge criterion for selecting the search direction at each iteration and recurrence relations